Product details Underlyings
4.50% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
115674437
SIX Symbol
KEYRCH
ISIN
CH1156744372
Issue Terms
Expired

4.50% p.a. Multi Barrier Reverse Convertible on EURO STOXX 50® Index, S&P 500®, Swiss Market Index®

Identifiers
Valor 115674437
ISIN CH1156744372
SIX Symbol KEYRCH
Product Category Yield Enhancement
Product Group Barrier Reverse Convertible
Product Type Callable Multi Barrier Reverse Convertible
SSPA Product Type 1230
Parameters
Issuer Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Coupon Payment Quarterly
Coupon 4.50% p.a.
Settlement Type Cash Settlement or Delivery of Underlying
Quoting Type Dirty (accrued interest included)
Issue Price 100%
Denomination EUR 1'000.00
Currency EUR
Exchange Listed
Quanto Yes
Life Cycle
Tenor 3 Years
Start Subscription Period 29 Apr 2022
End Subscription Period 06 May 2022
Initial Fixing Date 06 May 2022
Issue Date 13 May 2022
First Trading Day 13 May 2022
Maturity 06 May 2025
Early Redemption Date 13 Nov 2024
Barrier
Barrier 51.00%
Barrier Type Continuous barrier observation (american)
Barrier Observation Period 06 May 2022 - 06 May 2025
Barrier Event No
Distance to Barrier 50.51%
Product Specific Features
Strike Level 100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Name Market Price
EUR 5,309.74
Initial Fixing Level EUR 3'629.17 Barrier Level EUR 1'850.88 Distance to Barrier 65.14% Strike Level EUR 3'629.17 Distance to Strike 31.65%
Name Market Price
USD 5,659.91
Initial Fixing Level USD 4'123.34 Barrier Level USD 2'102.90 Distance to Barrier 62.85% Strike Level USD 4'123.34 Distance to Strike 27.15%
Name Market Price
CHF 12,087.32
Initial Fixing Level CHF 11'730.42 Barrier Level CHF 5'982.51 Distance to Barrier 50.51% Strike Level CHF 11'730.42 Distance to Strike 2.95%
Coupons
Payment Date Amount
Payment Date15 Aug 2022 Amount1.125%
Payment Date14 Nov 2022 Amount1.125%
Payment Date13 Feb 2023 Amount1.125%
Payment Date15 May 2023 Amount1.125%
Payment Date14 Aug 2023 Amount1.125%
Payment Date13 Nov 2023 Amount1.125%
Payment Date13 Feb 2024 Amount1.125%
Payment Date13 May 2024 Amount1.125%
Payment Date13 Aug 2024 Amount1.125%
Payment Date13 Nov 2024 Amount1.125%
Payment Date13 Feb 2025 Amount1.125%
Payment Date13 May 2025 Amount1.125%
Early Redemption
Observation Date Redemption Amount
Observation Date08 May 2023 Redemption Amount100.00%
Observation Date07 Aug 2023 Redemption Amount100.00%
Observation Date06 Nov 2023 Redemption Amount100.00%
Observation Date06 Feb 2024 Redemption Amount100.00%
Observation Date06 May 2024 Redemption Amount100.00%
Observation Date06 Aug 2024 Redemption Amount100.00%
Observation Date06 Nov 2024 Redemption Amount100.00%
Observation Date06 Feb 2025 Redemption Amount100.00%